Penalized NCP-functions for nonlinear complementarity problems and a scaling algorithm-Reference-Cited by-同舟云学术

Penalized NCP-functions for nonlinear complementarity problems and a scaling algorithm

Published:2021 Issue:0 Volume:0 Page:0
ISSN:1547-5816
Container-title:Journal of Industrial & Management Optimization
language:
Short-container-title:JIMO

Author:

Wang Jueyu,Gu Chao,Wang Guoqiang

Abstract

<p style='text-indent:20px;'>In this paper, we systematically study the properties of penalized NCP-functions in derivative-free algorithms for nonlinear complementarity problems (NCPs), and give some regular conditions for stationary points of penalized NCP-functions to be solutions of NCPs. The main contribution is to unify and generalize previous results. Based on one of above penalized NCP-functions, we analyze a scaling algorithm for NCPs. The numerical results show that the scaling can greatly improve the effectiveness of the algorithm.</p>

Publisher

American Institute of Mathematical Sciences (AIMS)

Subject

Applied Mathematics,Control and Optimization,Strategy and Management,Business and International Management,Applied Mathematics,Control and Optimization,Strategy and Management,Business and International Management

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